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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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1296
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23 #if defined (__GNUG__) |
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24 #pragma implementation |
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25 #endif |
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26 |
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238
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27 #ifdef HAVE_CONFIG_H |
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1192
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28 #include <config.h> |
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29 #endif |
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30 |
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1842
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31 #include <cfloat> |
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32 #include <cmath> |
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33 |
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4043
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34 #include <strstream> |
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35 |
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1842
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36 #include "DASSL.h" |
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1847
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37 #include "f77-fcn.h" |
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227
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38 #include "lo-error.h" |
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39 |
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3991
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40 typedef int (*dassl_fcn_ptr) (const double&, const double*, const double*, |
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3507
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41 double*, int&, double*, int*); |
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42 |
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3991
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43 typedef int (*dassl_jac_ptr) (const double&, const double*, const double*, |
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3507
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44 double*, const double&, double*, int*); |
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45 |
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46 extern "C" |
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3887
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47 int F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const int&, double&, |
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48 double*, double*, double&, const int*, |
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3998
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49 const double*, const double*, int&, |
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50 double*, const int&, int*, const int&, |
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51 const double*, const int*, |
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52 dassl_jac_ptr); |
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53 |
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532
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54 static DAEFunc::DAERHSFunc user_fun; |
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55 static DAEFunc::DAEJacFunc user_jac; |
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3993
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56 |
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57 static int nn; |
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58 |
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1842
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59 DASSL::DASSL (void) : DAE () |
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3
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60 { |
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61 liw = 0; |
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62 lrw = 0; |
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63 |
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3994
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64 sanity_checked = false; |
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65 |
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1945
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66 info.resize (15); |
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67 |
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68 for (int i = 0; i < 15; i++) |
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1945
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69 info.elem (i) = 0; |
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70 } |
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71 |
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1842
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72 DASSL::DASSL (const ColumnVector& state, double time, DAEFunc& f) |
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73 : DAE (state, time, f) |
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74 { |
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1842
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75 n = size (); |
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76 |
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77 liw = 20 + n; |
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78 lrw = 40 + 9*n + n*n; |
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79 |
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80 sanity_checked = false; |
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81 |
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82 info.resize (15, 0); |
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83 } |
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84 |
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1842
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85 DASSL::DASSL (const ColumnVector& state, const ColumnVector& deriv, |
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3994
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86 double time, DAEFunc& f) |
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1842
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87 : DAE (state, deriv, time, f) |
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88 { |
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1842
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89 n = size (); |
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90 |
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91 DAEFunc::set_function (f.function ()); |
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92 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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93 |
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94 liw = 20 + n; |
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95 lrw = 40 + 9*n + n*n; |
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96 |
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97 sanity_checked = false; |
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2344
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98 |
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1945
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99 info.resize (15); |
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100 |
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101 for (int i = 0; i < 15; i++) |
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1945
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102 info.elem (i) = 0; |
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103 } |
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104 |
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105 int |
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3991
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106 ddassl_f (const double& time, const double *state, const double *deriv, |
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107 double *delta, int& ires, double *, int *) |
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108 { |
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109 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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110 |
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111 ColumnVector tmp_deriv (nn); |
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112 ColumnVector tmp_state (nn); |
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113 ColumnVector tmp_delta (nn); |
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114 |
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115 for (int i = 0; i < nn; i++) |
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116 { |
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117 tmp_deriv.elem (i) = deriv [i]; |
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118 tmp_state.elem (i) = state [i]; |
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119 } |
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120 |
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121 tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires); |
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122 |
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123 if (ires >= 0) |
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256
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124 { |
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3849
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125 if (tmp_delta.length () == 0) |
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126 ires = -2; |
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127 else |
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128 { |
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129 for (int i = 0; i < nn; i++) |
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130 delta [i] = tmp_delta.elem (i); |
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131 } |
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256
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132 } |
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133 |
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134 return 0; |
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135 } |
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136 |
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137 int |
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138 ddassl_j (const double& time, const double *state, const double *deriv, |
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139 double *pd, const double& cj, double *, int *) |
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140 { |
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3991
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141 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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142 |
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1546
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143 ColumnVector tmp_state (nn); |
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144 ColumnVector tmp_deriv (nn); |
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145 |
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3991
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146 for (int i = 0; i < nn; i++) |
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147 { |
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148 tmp_deriv.elem (i) = deriv [i]; |
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149 tmp_state.elem (i) = state [i]; |
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150 } |
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151 |
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3991
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152 Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); |
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153 |
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154 for (int j = 0; j < nn; j++) |
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155 for (int i = 0; i < nn; i++) |
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156 pd [nn * j + i] = tmp_pd.elem (i, j); |
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157 |
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158 return 0; |
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159 } |
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160 |
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161 ColumnVector |
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1842
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162 DASSL::do_integrate (double tout) |
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163 { |
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1945
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164 ColumnVector retval; |
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165 |
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166 if (restart) |
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167 { |
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168 restart = false; |
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1945
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169 info.elem (0) = 0; |
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170 } |
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171 |
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172 if (iwork.length () != liw) |
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173 iwork.resize (liw); |
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174 |
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175 if (rwork.length () != lrw) |
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176 rwork.resize (lrw); |
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177 |
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3994
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178 integration_error = false; |
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256
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179 |
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180 user_fun = DAEFunc::fun; |
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181 user_jac = DAEFunc::jac; |
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182 |
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183 if (user_jac) |
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3312
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184 info.elem (4) = 1; |
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465
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185 else |
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3312
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186 info.elem (4) = 0; |
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187 |
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3994
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188 double *px = x.fortran_vec (); |
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189 double *pxdot = xdot.fortran_vec (); |
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190 |
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191 nn = n; |
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3993
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192 |
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2344
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193 if (! sanity_checked) |
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194 { |
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195 int ires = 0; |
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196 |
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197 ColumnVector res = (*user_fun) (x, xdot, t, ires); |
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198 |
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199 if (res.length () != x.length ()) |
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200 { |
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201 (*current_liboctave_error_handler) |
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202 ("dassl: inconsistent sizes for state and residual vectors"); |
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203 |
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204 integration_error = true; |
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205 return retval; |
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206 } |
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207 |
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208 sanity_checked = true; |
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209 } |
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210 |
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211 if (stop_time_set) |
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212 { |
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213 rwork.elem (0) = stop_time; |
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214 info.elem (3) = 1; |
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215 } |
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216 else |
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217 info.elem (3) = 0; |
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218 |
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219 Array<double> abs_tol = absolute_tolerance (); |
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220 Array<double> rel_tol = relative_tolerance (); |
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221 |
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222 int abs_tol_len = abs_tol.length (); |
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223 int rel_tol_len = rel_tol.length (); |
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224 |
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225 if (abs_tol_len == 1 && rel_tol_len == 1) |
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226 { |
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227 info.elem (1) = 0; |
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228 } |
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229 else if (abs_tol_len == n && rel_tol_len == n) |
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230 { |
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231 info.elem (1) = 1; |
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232 } |
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233 else |
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234 { |
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235 (*current_liboctave_error_handler) |
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236 ("dassl: inconsistent sizes for tolerance arrays"); |
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237 |
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238 integration_error = true; |
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239 return retval; |
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240 } |
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289
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241 |
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242 if (initial_step_size () >= 0.0) |
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243 { |
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244 rwork.elem (2) = initial_step_size (); |
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245 info.elem (7) = 1; |
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289
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246 } |
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247 else |
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248 info.elem (7) = 0; |
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289
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249 |
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250 if (maximum_step_size () >= 0.0) |
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251 { |
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252 rwork.elem (1) = maximum_step_size (); |
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253 info.elem (6) = 1; |
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289
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254 } |
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255 else |
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256 info.elem (6) = 0; |
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289
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257 |
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258 double *dummy = 0; |
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259 int *idummy = 0; |
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260 |
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1945
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261 int *pinfo = info.fortran_vec (); |
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262 int *piwork = iwork.fortran_vec (); |
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263 double *prwork = rwork.fortran_vec (); |
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264 double *pabs_tol = abs_tol.fortran_vec (); |
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265 double *prel_tol = rel_tol.fortran_vec (); |
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266 |
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465
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267 // again: |
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268 |
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1945
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269 F77_XFCN (ddassl, DDASSL, (ddassl_f, n, t, px, pxdot, tout, pinfo, |
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270 prel_tol, pabs_tol, istate, prwork, lrw, |
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271 piwork, liw, dummy, idummy, ddassl_j)); |
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272 |
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273 if (f77_exception_encountered) |
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274 { |
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275 integration_error = true; |
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276 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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277 } |
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278 else |
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279 { |
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280 switch (istate) |
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1945
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281 { |
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282 case 1: // A step was successfully taken in intermediate-output |
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283 // mode. The code has not yet reached TOUT. |
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284 case 2: // The integration to TSTOP was successfully completed |
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285 // (T=TSTOP) by stepping exactly to TSTOP. |
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286 case 3: // The integration to TOUT was successfully completed |
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287 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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288 // interpolation. YPRIME(*) is obtained by interpolation. |
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289 retval = x; |
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290 t = tout; |
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291 break; |
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292 |
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293 case -1: // A large amount of work has been expended. (~500 steps). |
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294 case -2: // The error tolerances are too stringent. |
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295 case -3: // The local error test cannot be satisfied because you |
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296 // specified a zero component in ATOL and the |
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297 // corresponding computed solution component is zero. |
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298 // Thus, a pure relative error test is impossible for |
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299 // this component. |
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300 case -6: // DDASSL had repeated error test failures on the last |
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301 // attempted step. |
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302 case -7: // The corrector could not converge. |
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303 case -8: // The matrix of partial derivatives is singular. |
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304 case -9: // The corrector could not converge. There were repeated |
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305 // error test failures in this step. |
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306 case -10: // The corrector could not converge because IRES was |
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307 // equal to minus one. |
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308 case -11: // IRES equal to -2 was encountered and control is being |
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309 // returned to the calling program. |
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310 case -12: // DDASSL failed to compute the initial YPRIME. |
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311 case -33: // The code has encountered trouble from which it cannot |
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312 // recover. A message is printed explaining the trouble |
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313 // and control is returned to the calling program. For |
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314 // example, this occurs when invalid input is detected. |
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3996
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315 integration_error = true; |
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316 break; |
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317 |
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318 default: |
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3994
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319 integration_error = true; |
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3996
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320 (*current_liboctave_error_handler) |
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3997
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321 ("unrecognized value of istate (= %d) returned from ddassl", |
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322 istate); |
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323 break; |
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324 } |
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325 } |
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326 |
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1945
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327 return retval; |
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328 } |
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329 |
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330 Matrix |
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331 DASSL::do_integrate (const ColumnVector& tout) |
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332 { |
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333 Matrix dummy; |
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334 return integrate (tout, dummy); |
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335 } |
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336 |
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337 Matrix |
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338 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) |
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339 { |
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340 Matrix retval; |
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341 int n_out = tout.capacity (); |
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342 |
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343 if (n_out > 0 && n > 0) |
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344 { |
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345 retval.resize (n_out, n); |
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346 xdot_out.resize (n_out, n); |
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347 |
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348 for (int i = 0; i < n; i++) |
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349 { |
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350 retval.elem (0, i) = x.elem (i); |
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351 xdot_out.elem (0, i) = xdot.elem (i); |
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352 } |
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353 |
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354 for (int j = 1; j < n_out; j++) |
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355 { |
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1842
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356 ColumnVector x_next = do_integrate (tout.elem (j)); |
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256
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357 |
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358 if (integration_error) |
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359 return retval; |
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360 |
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361 for (int i = 0; i < n; i++) |
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362 { |
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363 retval.elem (j, i) = x_next.elem (i); |
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364 xdot_out.elem (j, i) = xdot.elem (i); |
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365 } |
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366 } |
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367 } |
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368 |
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369 return retval; |
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370 } |
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371 |
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372 Matrix |
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3519
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373 DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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374 { |
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375 Matrix dummy; |
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376 return integrate (tout, dummy, tcrit); |
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377 } |
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378 |
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379 Matrix |
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1842
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380 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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381 const ColumnVector& tcrit) |
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3
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382 { |
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383 Matrix retval; |
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384 int n_out = tout.capacity (); |
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385 |
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386 if (n_out > 0 && n > 0) |
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387 { |
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388 retval.resize (n_out, n); |
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389 xdot_out.resize (n_out, n); |
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390 |
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391 for (int i = 0; i < n; i++) |
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392 { |
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393 retval.elem (0, i) = x.elem (i); |
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394 xdot_out.elem (0, i) = xdot.elem (i); |
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395 } |
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396 |
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397 int n_crit = tcrit.capacity (); |
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398 |
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399 if (n_crit > 0) |
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400 { |
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401 int i_crit = 0; |
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402 int i_out = 1; |
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403 double next_crit = tcrit.elem (0); |
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404 double next_out; |
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405 while (i_out < n_out) |
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406 { |
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3487
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407 bool do_restart = false; |
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3
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408 |
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409 next_out = tout.elem (i_out); |
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410 if (i_crit < n_crit) |
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411 next_crit = tcrit.elem (i_crit); |
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412 |
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3487
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413 bool save_output; |
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3
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414 double t_out; |
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415 |
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416 if (next_crit == next_out) |
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417 { |
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418 set_stop_time (next_crit); |
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419 t_out = next_out; |
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3487
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420 save_output = true; |
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3
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421 i_out++; |
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422 i_crit++; |
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3487
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423 do_restart = true; |
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3
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424 } |
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425 else if (next_crit < next_out) |
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426 { |
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427 if (i_crit < n_crit) |
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428 { |
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429 set_stop_time (next_crit); |
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430 t_out = next_crit; |
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3487
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431 save_output = false; |
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3
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432 i_crit++; |
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3487
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433 do_restart = true; |
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3
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434 } |
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435 else |
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436 { |
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437 clear_stop_time (); |
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438 t_out = next_out; |
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3487
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439 save_output = true; |
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3
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440 i_out++; |
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441 } |
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442 } |
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443 else |
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444 { |
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445 set_stop_time (next_crit); |
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446 t_out = next_out; |
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3487
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447 save_output = true; |
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3
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448 i_out++; |
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449 } |
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450 |
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1842
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451 ColumnVector x_next = do_integrate (t_out); |
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3
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452 |
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256
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453 if (integration_error) |
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454 return retval; |
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455 |
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3
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456 if (save_output) |
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457 { |
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1321
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458 for (int i = 0; i < n; i++) |
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3
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459 { |
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460 retval.elem (i_out-1, i) = x_next.elem (i); |
|
|
461 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
|
|
462 } |
|
|
463 } |
|
|
464 |
|
|
465 if (do_restart) |
|
|
466 force_restart (); |
|
|
467 } |
|
|
468 } |
|
|
469 else |
|
256
|
470 { |
|
|
471 retval = integrate (tout, xdot_out); |
|
|
472 |
|
|
473 if (integration_error) |
|
|
474 return retval; |
|
|
475 } |
|
3
|
476 } |
|
|
477 |
|
|
478 return retval; |
|
|
479 } |
|
289
|
480 |
|
3995
|
481 std::string |
|
|
482 DASSL::error_message (void) const |
|
|
483 { |
|
|
484 std::string retval; |
|
|
485 |
|
4043
|
486 std::ostrstream buf; |
|
|
487 buf << t << ends; |
|
|
488 const char *t = buf.str (); |
|
|
489 std::string t_curr = t; |
|
|
490 delete [] t; |
|
|
491 |
|
3997
|
492 switch (istate) |
|
3995
|
493 { |
|
3996
|
494 case 1: |
|
|
495 retval = "a step was successfully taken in intermediate-output mode."; |
|
|
496 break; |
|
|
497 |
|
|
498 case 2: |
|
|
499 retval = "integration completed by stepping exactly to TOUT"; |
|
|
500 break; |
|
|
501 |
|
|
502 case 3: |
|
|
503 retval = "integration to tout completed by stepping past TOUT"; |
|
|
504 break; |
|
|
505 |
|
|
506 case -1: |
|
4043
|
507 retval = std::string ("a large amount of work has been expended (t =") |
|
|
508 + t_curr + ")"; |
|
3996
|
509 break; |
|
|
510 |
|
|
511 case -2: |
|
|
512 retval = "the error tolerances are too stringent"; |
|
|
513 break; |
|
|
514 |
|
|
515 case -3: |
|
4043
|
516 retval = std::string ("error weight became zero during problem. (t = ") |
|
|
517 + t_curr |
|
|
518 + "; solution component i vanished, and atol or atol(i) == 0)"; |
|
3996
|
519 break; |
|
|
520 |
|
|
521 case -6: |
|
4043
|
522 retval = std::string ("repeated error test failures on the last attempted step (t = ") |
|
|
523 + t_curr + ")"; |
|
3996
|
524 break; |
|
|
525 |
|
|
526 case -7: |
|
4043
|
527 retval = std::string ("the corrector could not converge (t = ") |
|
|
528 + t_curr + ")"; |
|
3996
|
529 break; |
|
|
530 |
|
|
531 case -8: |
|
4043
|
532 retval = std::string ("the matrix of partial derivatives is singular (t = ") |
|
|
533 + t_curr + ")"; |
|
3996
|
534 break; |
|
|
535 |
|
|
536 case -9: |
|
4043
|
537 retval = std::string ("the corrector could not converge (t = ") |
|
|
538 + t_curr + "; repeated test failures)"; |
|
3996
|
539 break; |
|
|
540 |
|
|
541 case -10: |
|
4043
|
542 retval = std::string ("corrector could not converge because IRES was -1 (t = ") |
|
|
543 + t_curr + ")"; |
|
3996
|
544 break; |
|
|
545 |
|
|
546 case -11: |
|
4043
|
547 retval = std::string ("return requested in user-supplied function (t = ") |
|
|
548 + t_curr + ")"; |
|
3996
|
549 break; |
|
|
550 |
|
|
551 case -12: |
|
|
552 retval = "failed to compute consistent initial conditions"; |
|
|
553 break; |
|
|
554 |
|
|
555 case -33: |
|
|
556 retval = "unrecoverable error (see printed message)"; |
|
|
557 break; |
|
|
558 |
|
3995
|
559 default: |
|
|
560 retval = "unknown error state"; |
|
|
561 break; |
|
|
562 } |
|
|
563 |
|
|
564 return retval; |
|
|
565 } |
|
|
566 |
|
289
|
567 /* |
|
|
568 ;;; Local Variables: *** |
|
|
569 ;;; mode: C++ *** |
|
|
570 ;;; End: *** |
|
|
571 */ |
